+1.8%
SPGI vs MSTU
-89.7%
+91.5%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | +0.3% |
| 7D | -1.4% | -27.7% | +26.4% | -0.2% |
| 30D | +15.3% | -40.3% | +55.5% | +17.1% |
| 3M | +16.5% | +26.4% | -9.9% | +13.7% |
| 6M | +19.8% | -75.7% | +95.5% | +21.7% |
| YTD | -3.2% | -71.9% | +68.6% | -1.8% |
| 1Y | +1.8% | -89.3% | +91.1% | +2.3% |
| All | +1.8% | -89.7% | +91.5% | +2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MSTU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling